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Randomized Pattern Search
April 1972 (vol. 21 no. 4)
pp. 382-385
J. P. Lawrence, Part-time student in the Department of Electrical Engineering, University of Maryland, College Park, Md.
Kenneth Steiglitz, Department of Electrical Engineering, Princeton University, Princeton, N. J.
A random search technique for function minimization is proposed that incorporates the step-size and direction adaptivity of Hooke and Jeeves' [1] pattern search. Experimental results for a variety of functions indicate that the random pattern search is more effective than the corresponding deterministic method for a class of problems with hard constraints.
Citation:
J. P. Lawrence, Kenneth Steiglitz, "Randomized Pattern Search," IEEE Transactions on Computers, vol. 21, no. 4, pp. 382-385, April 1972, doi:10.1109/TC.1972.5008979
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